Summary
The STOXX Minimum Variance indices are designed to minimize risk by reducing the volatility of the underlying index. STOXX offers two versions of STOXX Minimum Variance indices: constrained and unconstrained.
The constrained version optimizes the benchmark index with respect to volatility, offering investors an improvement over the benchmark.
The unconstrained version provides a strategy index that is minimized for volatility but not restricted to follow a specific benchmark too closely.
The STOXX Minimum Variance indices are designed in cooperation with Axioma, combining Axioma´s factor model know-how with the STOXX`s index creation and calculation expertise. The indices are available for different regions and countries worldwide.
The constrained version optimizes the benchmark index with respect to volatility, offering investors an improvement over the benchmark.
The unconstrained version provides a strategy index that is minimized for volatility but not restricted to follow a specific benchmark too closely.
The STOXX Minimum Variance indices are designed in cooperation with Axioma, combining Axioma´s factor model know-how with the STOXX`s index creation and calculation expertise. The indices are available for different regions and countries worldwide.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SAA1MVGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0180138783
Bloomberg
SAA1MVGV Index
Last Value
191.08
+1.76 (+0.93%)
As of CET
Week to Week Change
2.86%
52 Week Change
12.65%
Year to Date Change
5.41%
Daily Low
191.08
Daily High
191.08
52 Week Low
164.13 — 4 Oct 2023
52 Week High
191.08 — 19 Aug 2024
Top 10 Components
| JAPAN POST HOLDINGS | JP |
| Secom Co. Ltd. | JP |
| Singapore Telecommunications L | SG |
| SOFTBANK | JP |
| CLP Holdings Ltd. | HK |
| Sekisui House Ltd. | JP |
| MCDONALD'S HOLDINGS | JP |
| SHINKO ELEC.INDS. | JP |
| Cochlear Ltd. | AU |
| Transurban Group | AU |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$666.82
+5.28
1Y Return
22.58%
1Y Volatility
0.11%
STOXX® Europe 600
€525.05
+0.48
1Y Return
14.59%
1Y Volatility
0.10%
STOXX® USA 500
$436.25
+4.48
1Y Return
25.93%
1Y Volatility
0.13%
STOXX® Global Total Market
$335
+2.48
1Y Return
23.74%
1Y Volatility
0.11%
STOXX® World AC All Cap
$10651.01
+80.41
1Y Return
23.14%
1Y Volatility
0.11%